In a large pot place white wine, peppercorns, garlic cloves, bay leaves, water, and lemon juice. Bring to a boil and then lower the temperature to a simmer. Add the octopus and let simmer for 45 minutes, or until tender. Remove from the heat and let the octopus cool in the liquid; this can be done 2 days in advance. Remove the octopus from the liquid, cover and refrigerate. Cook the shrimp and calamari together in the same liquid for 3 minutes, and then let them cool in the liquid. Remove the shrimp and calamari, cover and refrigerate.
Using the same water, parboil the carrots, onions, and celery for 1 minute. Drain and cool the vegetables.
Remove the soft purple skin and suckers from the octopus. Marinate it for 1 hour in extra-virgin olive oil, chopped garlic, and parsley.
Preheat the grill.
On a hot grill, cook octopus for 10 minutes, or until tender. Cut it into 1/4-inch pieces. Mix the seafood, vegetables, orange segments and orange juice in a large bowl and marinate then for at least 12 hours before serving. Add salt, pepper, and olive oil to taste.